Related papers: Implicit Euler approximation and Optimization of o…
This paper discusses lowest-order nonstandard finite element methods for space discretization and explicit and implicit schemes for time discretization of the biharmonic wave equation with clamped boundary conditions. A modified Ritz…
Viewing optimization methods as numerical integrators for ordinary differential equations (ODEs) provides a thought-provoking modern framework for studying accelerated first-order optimizers. In this literature, acceleration is often…
We obtain new transport-entropy inequalities and, as a by-product, new deviation estimates for the laws of two kinds of discrete stochastic approximation schemes. The first one refers to the law of an Euler like discretization scheme of a…
We study a semilinear fractional-in-time Rayleigh-Stokes problem for a generalized second-grade fluid with a Lipschitz continuous nonlinear source term and initial data $u_0\in\dot{H}^\nu(\Omega)$, $\nu\in[0,2]$. We discuss stability of…
We study discrete-time simulation schemes for stochastic Volterra equations, namely the Euler and Milstein schemes, and the corresponding Multi-Level Monte-Carlo method. By using and adapting some results from Zhang [22], together with the…
We study differentially private (DP) stochastic optimization (SO) with loss functions whose worst-case Lipschitz parameter over all data may be extremely large or infinite. To date, the vast majority of work on DP SO assumes that the loss…
We study a linear-quadratic optimal control problem involving a parabolic equation with fractional diffusion and Caputo fractional time derivative of orders $s \in (0,1)$ and $\gamma \in (0,1]$, respectively. The spatial fractional…
We consider the explicit numerical approximations of stochastic differential equations (SDEs) driven by Brownian process and Poisson jump. It is well known that under non-global Lipschitz condition, Euler Explicit method fails to converge…
This chapter presents some numerical methods to solve problems in the fractional calculus of variations and fractional optimal control. Although there are plenty of methods available in the literature, we concentrate mainly on approximating…
The dynamics of dilute electrons can be modeled by the fundamental one-species Vlasov-Poisson-Boltzmann system which describes mutual interactions of the electrons through collisions in the self-consistent electrostatic field. For cutoff…
It is well known that the full compressible Navier-Stokes equations can be deduced via the Chapman-Enskog expansion from the Boltzmann equation as the first-order correction to the Euler equations with viscosity and heat-conductivity…
We consider a class of backward stochastic differential equations (BSDEs) with singular terminal condition and develop a numerical scheme to approximate their solution. To this end, we extend an asymptotic development of the BSDE solution…
This work presents the design of nonlinear stabilization techniques for the finite element discretization of Euler equations in both steady and transient form. Implicit time integration is used in the case of the transient form. A…
In this paper, convergence results on the solutions of a time and space discrete model approximation of the Boltzmann equation for a gas of Maxwellian particles in a bounded domain, obtained by Babovsky and Illner [1989], are extended to…
This article is devoted to long-time weak approximations of stochastic partial differential equations (SPDEs) evolving in a bounded domain $\mathcal{D} \subset \mathbb{R}^d$, $d \leq 3$, with non-globally Lipschitz and possibly…
We consider an initial- and boundary- value problem for the nonlinear Schr\"odinger equation with homogeneous Dirichlet boundary conditions in the one space dimension case. We discretize the problem in space by a central finite difference…
An Euler-type framework with equidistant step sizes is proposed for a class of time-changed stochastic differential equations.We establish the strong convergence rate of the standard Euler--Maruyama method under the global Lipschitz…
This study proposes a novel spatial discretization procedure for the compressible Euler equations which guarantees entropy conservation at a discrete level when an arbitrary equation of state is assumed. The proposed method, based on a…
This article introduces and analyzes a new explicit, easily implementable, and full discrete accelerated exponential Euler-type approximation scheme for additive space-time white noise driven stochastic partial differential equations…
Fast and accurate solutions of time-dependent partial differential equations (PDEs) are of pivotal interest to many research fields, including physics, engineering, and biology. Generally, implicit/semi-implicit schemes are preferred over…